-50.3%
DOCS vs WST
-4.4%
-45.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.6% |
| 7D | -1.4% | +0.7% | -2.2% | -1.6% |
| 30D | +21.8% | -3.1% | +25.0% | +22.9% |
| 3M | +27.3% | +7.2% | +20.1% | +24.9% |
| 6M | -0.3% | +36.8% | -37.2% | -8.7% |
| YTD | -40.5% | +23.8% | -64.3% | -44.3% |
| 1Y | -61.5% | +37.8% | -99.3% | -65.2% |
| 3Y | +8.2% | -15.9% | +24.1% | +8.3% |
| 5Y | -73.4% | -25.8% | -47.6% | -73.1% |
| All | -50.3% | -4.4% | -45.9% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling